Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LQD vs CFG✓SelectedUSD · CFGLQD vs CFG performance historyLatest closeAs of-0.16%09/09
Stock and ETF performance explorer

LQD vs CFG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-5.2%
CFG return
+99.7%
Excess return
-104.9%
Maximum drawdown
-25.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCFGExcessAlpha
1D-0.2%-0.9%+0.7%-0.1%
7D0.0%-0.6%+0.5%0.0%
30D-0.2%-4.5%+4.3%0.0%
3M-1.7%+6.3%-8.0%-2.0%
6M-2.7%+20.6%-23.3%-3.6%
YTD-1.4%+21.2%-22.7%-2.4%
1Y-1.0%+38.2%-39.2%-2.6%
3Y+15.1%+185.9%-170.9%+8.7%
5Y-5.2%+97.0%-102.2%-9.7%
All-5.2%+99.7%-104.9%-9.7%

Cumulative growth

Daily Returns

Daily percentage return beside CFG.

Daily Out/Under-Performance

Portfolio return minus CFG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.

Cumulative Out/Under-Performance

Relative wealth over 5y: compounded portfolio wealth divided by compounded CFG wealth, less one. Both series rebase at the selected span's start.

Cumulative Alpha

Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.

Updating return analytics…

5y analysis · Full analysis span regression · 6 months rolling